OptionPricing
Option Pricing with Efficient Simulation Algorithms
Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options under Geometric Brownian Motion.
- Version0.1.2
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release09/16/2023
Documentation
Team
Wolfgang Hormann
Kemal Dingec
Show author detailsRolesAuthor
Insights
Last 30 days
This package has been downloaded 309 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 8 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 5,007 times in the last 365 days. That's a lot of interest! Someone might even write a blog post about it. The day with the most downloads was Sep 02, 2024 with 104 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN